+48.4%
EQIX vs SIMO
+230.1%
-181.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.7% | -1.6% | +3.5% |
| 7D | +6.1% | -8.2% | +14.3% | +6.9% |
| 30D | +2.8% | -34.6% | +37.4% | +7.0% |
| 3M | +1.6% | -32.6% | +34.3% | +5.1% |
| 6M | -0.7% | -31.8% | +31.1% | +1.3% |
| YTD | +39.7% | +87.6% | -47.9% | +24.0% |
| 1Y | +30.6% | +86.7% | -56.1% | +15.8% |
| 3Y | +48.4% | +227.4% | -179.0% | +12.6% |
| All | +48.4% | +230.1% | -181.7% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling